+1,346.4%
MU vs WMT
+129.2%
+1,217.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +19.4% | -5.8% | +25.2% | +19.9% |
| 3M | +9.8% | -10.8% | +20.6% | +10.9% |
| 6M | +164.1% | -14.3% | +178.5% | +167.1% |
| YTD | +260.3% | -4.4% | +264.7% | +253.8% |
| 1Y | +661.2% | +4.3% | +656.8% | +623.8% |
| 3Y | +1,380.8% | +100.1% | +1,280.8% | +1,052.9% |
| 5Y | +1,346.4% | +130.8% | +1,215.5% | +972.0% |
| All | +1,346.4% | +129.2% | +1,217.2% | +972.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling